Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

Authors:   Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI

Publication Year:   2000

Reference:  Annals of Operations Research, 99:207-225 [2000]

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DOI: http://dx.doi.org/10.1023/A:1019244405392

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